+286.1%
KLAC vs VO
+36.2%
+249.9%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | 0.0% | -3.2% | -3.2% |
| 7D | +10.0% | +3.1% | +6.9% | +4.9% |
| 30D | -14.8% | +2.2% | -17.0% | -17.0% |
| 3M | -27.2% | -2.5% | -24.7% | -23.4% |
| 6M | -17.5% | +7.0% | -24.4% | -24.0% |
| YTD | +25.8% | +14.0% | +11.8% | +6.1% |
| 1Y | +31.8% | +15.6% | +16.2% | +8.8% |
| 3Y | +195.3% | +66.2% | +129.1% | +45.7% |
| All | +286.1% | +36.2% | +249.9% | +159.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VO.
Daily Out/Under-Performance
Portfolio return minus VO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VO return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded VO wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling